+4,681.2%
DELL vs STZ
-8.6%
+4,689.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +14.9% | -1.9% | +16.8% | +15.5% |
| 30D | +13.3% | -1.9% | +15.2% | +13.6% |
| 3M | +24.4% | -6.2% | +30.6% | +25.7% |
| 6M | +258.0% | -14.0% | +272.0% | +268.9% |
| YTD | +320.2% | -5.1% | +325.3% | +313.1% |
| 1Y | +319.1% | -9.6% | +328.6% | +318.2% |
| 3Y | +706.5% | -47.2% | +753.8% | +873.2% |
| 5Y | +1,071.9% | -33.6% | +1,105.5% | +1,174.8% |
| 10Y | +4,683.5% | -9.8% | +4,693.2% | +4,404.9% |
| All | +4,681.2% | -8.6% | +4,689.8% | +4,385.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling